Petra Posedel Šimović, PhD

Curriculum Vitae

Received her PhD. in Statistics at the University 'Luigi Bocconi', Institute of Quantitative Methods, Milano, Italy. She recived her master degree in Natural Sciences in Zagreb on 'Properties and evaluation of GARCH models'. At ZSEM she is working as a lecturer at the Department of Finance and the courses Introduction to financial econometrics and Applied econometrics. Before coming to ZŠEM she worked as a Lecturer in Financial Mathematics at graduate study at the Faculty of Electrical Engineering and Computer Science, University of Zagreb, and as a senior assistant in mathematics and econometrics at the Faculty of Economics. She won the prize "Mijo Mirkovic" for scientific contributions, Zagreb Faculty of Economics, University of Zagreb (2006).

Posedel, P. (2006), Analysis of the Exchange Rate and Pricing Foreign Currency Options on the Croatian Market: the NGARCH Model as an Alternative to the Black-Scholes Model, Financial Theory and Practice, 4/2006, 345-367